The Capitals tied an NHL record for most road wins in a postseason (10). They ended each series on the road, all on their first try.
Fittingly, they also won in come-from-behind fashion, just as they had to do in all four rounds.
The Capitals lost Game 1 of three of their four series and trailed 3-2 in the Eastern Conference Final against the Tampa Bay Lightning before winning Games 6 and 7 by a combined 7-0.
They rallied from down 2-1 and 3-2 in Game 5 to finish the job.
"We never make it easy, do we?" defenseman Matt Niskanen said. "But, man, what a group of guys and what a performance from a lot of individuals. We played together, showed a lot of character. That's something we got criticized for in the past. Boy, we showed a ton of it this spring."
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The Golden Knights' historic inaugural season ended with their first four-game losing streak.
"I think people would have said we would have won 20 games this year, so to find ourselves playing for a Stanley Cup, it's pretty special, but just a little bit short," Vegas forward James Neal said. "But proud of the guys."
Nate Schmidt, David Perron and Reilly Smith scored, and Marc-Andre Fleury made 29 saves for Vegas, which lost three games in the first three rounds.
"We worked hard tonight, we competed hard, just couldn't beat that team," coach Gerard Gallant said. "They deserved the Stanley Cup."